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abrdn Physical Platinum Shares ETF PPLT

i

Market dataready · fetched 2026-11-12T01:11:41.885Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T01:00:00.127723153Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:11:41.303956+00:00

Share price$13.90
1D-1.9%
AH$13.85$13.95$14.04$14.13$14.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPPLT
Sold putSold callAH

abrdn Physical Platinum Shares ETF options

Live interpolated PPLT call and put midpoint premiums by absolute delta.abrdn Physical Platinum Shares ETF$0.06$0.52$0.97$1.43$1.89$12.53$13.23$13.93$14.63$15.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PPLT spot · $13.90PPLT PRICE$0.11$0.14$0.18$0.21$0.25$0.28$0.39$0.55$0.71$0.88$1.04$1.25$1.76$0.15$0.18$0.22$0.26$0.30$0.34$0.38
Puts——
CallsExpensive1.12×
Skew——
Implied moveBalanced±$0.77
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.8544.1%7.6%12.6452.6%10.1%
25Δ14.6943.2%6.7%12.8550.8%8.9%
30Δ14.5442.3%5.9%13.0648.9%7.7%
35Δ14.3841.3%5.0%13.2747.1%6.5%
40Δ14.2240.4%4.1%13.4745.3%5.2%
45Δ14.0739.5%3.3%13.6843.4%4.0%
50Δ13.9042.6%2.8%13.8941.6%2.8%
55Δ13.7148.9%2.6%
60Δ13.5355.2%2.5%
65Δ13.3461.4%2.3%
70Δ13.1667.7%2.1%
75Δ12.9275.6%1.9%
80Δ12.3992.5%1.8%

20Δ

Calls
Pseudo strike
14.85
IV
44.1%
B/E move
7.6%
Puts
Pseudo strike
12.64
IV
52.6%
B/E move
10.1%

25Δ

Calls
Pseudo strike
14.69
IV
43.2%
B/E move
6.7%
Puts
Pseudo strike
12.85
IV
50.8%
B/E move
8.9%

30Δ

Calls
Pseudo strike
14.54
IV
42.3%
B/E move
5.9%
Puts
Pseudo strike
13.06
IV
48.9%
B/E move
7.7%

35Δ

Calls
Pseudo strike
14.38
IV
41.3%
B/E move
5.0%
Puts
Pseudo strike
13.27
IV
47.1%
B/E move
6.5%

40Δ

Calls
Pseudo strike
14.22
IV
40.4%
B/E move
4.1%
Puts
Pseudo strike
13.47
IV
45.3%
B/E move
5.2%

45Δ

Calls
Pseudo strike
14.07
IV
39.5%
B/E move
3.3%
Puts
Pseudo strike
13.68
IV
43.4%
B/E move
4.0%

50Δ

Calls
Pseudo strike
13.90
IV
42.6%
B/E move
2.8%
Puts
Pseudo strike
13.89
IV
41.6%
B/E move
2.8%

55Δ

Calls
Pseudo strike
13.71
IV
48.9%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
13.53
IV
55.2%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
13.34
IV
61.4%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
13.16
IV
67.7%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.92
IV
75.6%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.39
IV
92.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.32%
Daily EOD
PPLT32.8%35.2%37.7%2026-10-19: 34.56%2026-10-20: 35.19%2026-10-21: 33.17%2026-10-22: 33.54%2026-10-23: 34.48%2026-10-26: 34.54%2026-10-27: 36.40%2026-10-28: 34.38%2026-10-29: 34.47%2026-10-30: 37.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.56%
35.19%
33.17%
33.54%
34.48%
34.54%
36.40%
34.38%
34.47%
37.32%